1.
The Research of Jump Models in Equity Market under the Framework of Continuous-time Finance
连续时间金融框架下证券市场跳跃模型研究
2.
Modeling and Empirical Research of Continuous-Time Stochastic Volatility Models with Jumps;
跳跃连续时间SV模型建模及实证研究
3.
Double exponential jump diffusion model for catastrophe bonds pricing;
巨灾债券定价的双指数跳跃扩散模型
4.
A Study on Option Pricing Model Based on Jump-Volatility;
基于跳跃波动率的未定权益定价模型
5.
Portfolio generating functions with stock price jumps;
跳跃股价模型下投资组合的生成函数
6.
Estimation of Asymmetric Double Exponential Jump-diffusion Model Using MCMC Method
非对称双指数跳跃扩散模型的MCMC估计
7.
The Study of the Economic Model of the Geometric Brownian Motion with Poissonian Jumps
带泊松跳跃的几何布朗运动的经济模型的研究
8.
Pricing for a Jump-Diffusion Foreign Exchange Options with Interest Rate under Vasicek Model;
利率服从Vasicek模型的跳跃扩散外汇期权定价
9.
Option Pricing Model When Stock Pricing Process is a Jump-Diffusion Process;
股票价格服从跳跃扩期过程的期权定价模型
10.
Bayesian Analysis of Asymmetric Double Exponential Jump-Diffusion Model;
非对称双指数跳跃扩散模型的贝叶斯分析
11.
Empirical Comparison of Three Double-Exponential-Jump-Diffusion Models;
三种双指数跳跃扩散模型实证比较研究
12.
A Valuation Model of Mining Rights of Coal Resources Based on Coal Reserves Value Following Jump-diffusion Process;
基于跳跃-扩散过程的煤炭资源采矿权估价模型
13.
THE ECONOMIC MODEL OF THE GEOMETRIC BROWNIAN MOTION WITH POISSON JUMPS;
带泊松跳跃的几何布朗运动的经济模型
14.
Interest Rate Model of Jump-Diffusion Process under HJM Frames;
HJM框架下服从跳跃扩散过程的利率模型
15.
Research the Gait Stability of Hopping Kangaroo Robot Based on Spring-mass Model;
基于弹簧—质量模型的仿袋鼠跳跃机器人步态稳定性研究
16.
Coherent measures of credit portfolio risk under jump-diffusion framework based on saddlepoint approximations;
跳跃-扩散模型框架下基于鞍点近似的信用组合一致性风险度量
17.
Three-factor Model for Evaluating Coal Resource Mining Rights Based on Jump-Diffusion Process;
基于跳跃-扩散过程的煤炭资源采矿权估价三因素模型
18.
A Study on Pricing for Adjusted Rate Mortgage-Backed Securities Based on Jump-Diffusion Interest Rate Model;
基于跳跃-扩散利率模型的浮动利率抵押贷款支持证券定价研究